If you want to create a thread, simply go to the forum where you want to place it, and then click the Post New Thread button to the right. You may not be able to create a thread in all forums, though (such as Developer News forums).
I'm still a bit confused, though. I've only recently started Steam. Could you specify a bit more (sorry that I don't understand).
Wait, do you mean you want to start a thread on Steam, or do you want to start a thread on these forums?
You may not be able to create a thread in all forums, though (such as Developer News forums).